I would like a pet that is both unusual and exotic, but not illegal. Any suggestions?
Not sure that you'll have much luck finding any pet that isn't endangered in some way at Chatuchak market, best bet is to adopt a rehabilitated stray dog or cat from one of the local charities that look after strays.
To put it into perspective over 800 species are listed by CITES (Convention on International Trade in Endangered Species of Wild Fauna and FLora) as threatened with extinction and over 32,000 that may be threatened by international trade.
You can find out some more here http://en.wikipedia.org/wiki/CITES
There are many pets at JJ you can buy that are not endangered but if you want something "unusual and exotic" I would say that there is a very high chance that it will be on the CITES list that Kate mentions. Just read an article in the Bangkok Post that exposed the shockingly lax laws that have allowed Thailand to become the centre for the illegal trafficking of animals. And a lot of that trade passes through Chatuchak market.
Ended up with some goldfish! Not on the endangered list for sure!